no. 1
Stochastic fractional partial differential equations driven by Poisson white noise
Salah Hajji1
1Department of Mathematics Faculty of Sciences Semlalia Cadi Ayyad University BP. 2390 Marrakesh, MOROCCO.
Annales mathématiques Blaise Pascal, Volume 15 (2008) no. 1, pp. 43-55

We study a stochastic fractional partial differential equations of order α>1 driven by a compensated Poisson measure. We prove existence and uniqueness of the solution and we study the regularity of its trajectories.

On étudie une équation aux dérivées partielles stochastiques fractionnaires d’ordre α>1 dirigée par une mesure de Poisson compensée. On montre l’existence et l’unicité de la solution et on étudie la régularité de ses trajectoires.

DOI: 10.5802/ambp.238
Classification: 26A33, 60H15
Keywords: Stochastic partial differential equations; fractional derivative operator; Poisson measure.
Mots-clés : EDPS, Dérivation fractionnaire, mesure de Poisson

Salah Hajji  1

1 Department of Mathematics Faculty of Sciences Semlalia Cadi Ayyad University BP. 2390 Marrakesh, MOROCCO. 
Salah Hajji. Stochastic fractional partial differential equations driven by Poisson white noise. Annales mathématiques Blaise Pascal, Volume 15 (2008) no. 1, pp. 43-55. doi: 10.5802/ambp.238
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